+12.3%
WFC vs ZTS
-49.3%
+61.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.8% | -2.0% | +5.8% | +4.1% |
| 30D | +1.5% | +1.9% | -0.4% | +1.1% |
| 3M | +10.9% | -4.0% | +14.9% | +11.3% |
| 6M | +8.4% | -39.1% | +47.6% | +15.2% |
| YTD | -1.9% | -38.8% | +36.9% | +4.2% |
| 1Y | +12.3% | -49.6% | +61.9% | +17.0% |
| All | +12.3% | -49.3% | +61.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling